| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,363.50 |
6,422.50 |
59.00 |
0.9% |
6,371.75 |
| High |
6,427.75 |
6,426.25 |
-1.50 |
0.0% |
6,418.50 |
| Low |
6,359.00 |
6,390.00 |
31.00 |
0.5% |
6,250.00 |
| Close |
6,416.00 |
6,403.00 |
-13.00 |
-0.2% |
6,358.50 |
| Range |
68.75 |
36.25 |
-32.50 |
-47.3% |
168.50 |
| ATR |
69.92 |
67.52 |
-2.41 |
-3.4% |
0.00 |
| Volume |
253,958 |
296,047 |
42,089 |
16.6% |
364,627 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,515.25 |
6,495.25 |
6,423.00 |
|
| R3 |
6,479.00 |
6,459.00 |
6,413.00 |
|
| R2 |
6,442.75 |
6,442.75 |
6,409.75 |
|
| R1 |
6,422.75 |
6,422.75 |
6,406.25 |
6,414.50 |
| PP |
6,406.50 |
6,406.50 |
6,406.50 |
6,402.25 |
| S1 |
6,386.50 |
6,386.50 |
6,399.75 |
6,378.50 |
| S2 |
6,370.25 |
6,370.25 |
6,396.25 |
|
| S3 |
6,334.00 |
6,350.25 |
6,393.00 |
|
| S4 |
6,297.75 |
6,314.00 |
6,383.00 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,847.75 |
6,771.75 |
6,451.25 |
|
| R3 |
6,679.25 |
6,603.25 |
6,404.75 |
|
| R2 |
6,510.75 |
6,510.75 |
6,389.50 |
|
| R1 |
6,434.75 |
6,434.75 |
6,374.00 |
6,388.50 |
| PP |
6,342.25 |
6,342.25 |
6,342.25 |
6,319.25 |
| S1 |
6,266.25 |
6,266.25 |
6,343.00 |
6,220.00 |
| S2 |
6,173.75 |
6,173.75 |
6,327.50 |
|
| S3 |
6,005.25 |
6,097.75 |
6,312.25 |
|
| S4 |
5,836.75 |
5,929.25 |
6,265.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,427.75 |
6,251.25 |
176.50 |
2.8% |
57.00 |
0.9% |
86% |
False |
False |
177,317 |
| 10 |
6,445.00 |
6,250.00 |
195.00 |
3.0% |
89.75 |
1.4% |
78% |
False |
False |
93,031 |
| 20 |
6,446.50 |
6,247.00 |
199.50 |
3.1% |
69.50 |
1.1% |
78% |
False |
False |
47,125 |
| 40 |
6,446.50 |
6,024.00 |
422.50 |
6.6% |
62.75 |
1.0% |
90% |
False |
False |
23,905 |
| 60 |
6,446.50 |
5,853.25 |
593.25 |
9.3% |
57.00 |
0.9% |
93% |
False |
False |
16,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,580.25 |
|
2.618 |
6,521.25 |
|
1.618 |
6,485.00 |
|
1.000 |
6,462.50 |
|
0.618 |
6,448.75 |
|
HIGH |
6,426.25 |
|
0.618 |
6,412.50 |
|
0.500 |
6,408.00 |
|
0.382 |
6,403.75 |
|
LOW |
6,390.00 |
|
0.618 |
6,367.50 |
|
1.000 |
6,353.75 |
|
1.618 |
6,331.25 |
|
2.618 |
6,295.00 |
|
4.250 |
6,236.00 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,408.00 |
6,396.50 |
| PP |
6,406.50 |
6,390.00 |
| S1 |
6,404.75 |
6,383.50 |
|